Re: [R] Multivariate AR - prediction

From: Pfaff, Bernhard Dr. <Bernhard_Pfaff_at_fra.invesco.com>
Date: Fri 06 Oct 2006 - 08:46:33 GMT


Hello Alexander,

try package CRAN package 'vars'.

Best,
Bernhard

>Hi,
>
>does anybody know how to predict a multivariate AR within R?
>If I just estimate a multi AR-object and plug it into predict I get an
>error from the aperm - just works for univariates.
>
>thx
>alex
>
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>



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